Noisyopt
Noisyopt: A python library for optimizing noisy functions. In some optimization problems a precise evaluation of the function to be optimized is either impossible or exceedingly computationally expensive. This package provides algorithms to optimize a function based on noisy evaluations. Currently the following algorithms are implemented: robust pattern search with adaptive sampling; simultaneous perturbation stochastic approximation; Both algorithms support bound constraints and do not require to explicitely calculate the gradient of the function.
Keywords for this software
References in zbMATH (referenced in 1 article , 1 standard article )
Showing result 1 of 1.
Sorted by year (